This is a randomized, placebo-controlled, dose-escalating, phase 1 trial evaluating the safety and biologic activity of pegylated recombinant human megakaryocyte growth and development factor (PEG-rHuMGDF) in previously untreated patients with non-small cell lung cancer. Fourteen of the 15 subjects planned for study have completed the inpatient phase, with ongoing outpatient follow-up.